-15.5%
TAP vs BAM
+81.2%
-96.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | +1.3% | -2.7% | +3.9% | +1.7% |
| 30D | +5.7% | +15.5% | -9.8% | +3.2% |
| 3M | -1.9% | -6.9% | +4.9% | -1.0% |
| 6M | +0.9% | +9.9% | -8.9% | -0.9% |
| YTD | -9.5% | +1.4% | -10.9% | -10.2% |
| 1Y | -9.0% | +3.3% | -12.2% | -10.1% |
| 3Y | -22.2% | +83.6% | -105.9% | -30.8% |
| All | -15.5% | +81.2% | -96.7% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling